We are currently partnered with an industry leading Multi-Strategy International Hedge Fund who are looking to further their Risk Management footprint in Hong Kong.
- Develop and implement quantitative models to analyze market risk for a wide range of financial instruments (equities, bonds, derivatives, etc.)
- Calculate value-at-risk (VaR) and other market risk metrics and aggregations
- Perform backtesting and validation of risk models and reports
- Analyze market events and trends to gain insights into risk drivers
- Stay up-to-date with latest quantitative techniques and financial models
- Master's degree in a quantitative field like finance, statistics, mathematics or engineering
- 3-5 years of experience applying quantitative methods to risk management problems
- Expertise in market risk modeling techniques: regression, time-series, Monte Carlo simulation, etc.
- Strong skills in programming languages like Python and SQL and risk management software
- Keen attention to detail and solid communication skills to explain analyses and insights